The exchange rate in a dynamic-optimizing business cycle model with nominal rigidities: a quantitative investigation
By Robert Kollmann. 2001
280 citations recorded by the source corpus.
Subfields: Economics and Econometrics
View Paper: https://www.semanticscholar.org/paper/c5f016847261496d1fda16bffa67c630bb427e3a
Citations in the corpus
- Bayesian Estimation of an Open Economy DSGE Model with Incomplete Pass-Through (2007, unknown): “Second, to check the sensitivity of 1 Important contributions to the theoretical literature on monetary policy in open economies are, among others, Corsetti and Pesenti (2001), Galí and Monacelli (2005) and Kollmann (2001).”
- Optimal Monetary and Fiscal Policy in a Currency Union (2005, unknown): “…taken in isolation, are likely to have very little impact 1See, among others, Obstfeld and Rogoff (1995), Corsetti and Pesenti (2001), Benigno and Benigno (2003), Bacchetta and van Wincoop (2000), Devereux and Engle (2003), Pappa (2003), Kollmann (2001), Chari , Kehoe and McGrattan (2003).”
- Monetary policy in emerging markets: Can liability dollarization explain contractionary devaluations? (2004, unknown): “The price elasticity of exports and imports, −1 1−α , is calibrated at -.6, which is also Kollmann's [48] parameterization for a model of developed economies.”
- Net foreign assets and the exchange rate: Redux revived (2002, unknown): “Kollmann (2001) is a recent exception to the trend, although he uses a non-stationary model.”
- Real Exchange Rate Persistence and Monetary Policy Rules (2004, unknown): “In this spirit, the papers by Bergin and Feenstra (2001), Chari et al. (2002), Kollmann (2001) and Tille (1998) have shown how implausibly long-lasting contracts are needed in order to generate the observed persistence.”
- SIGMA: a new open economy model for policy analysis (2005, unknown): “As in McCallum and Nelson (1999) and in Kollman (2001), in this simulation we shock the exogenous component of the risk premium in the uncovered interest parity condition implied by the log-linearized model.”